//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied financial economics"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~person:"Blake, David"
~person:"Leybourne, Stephen James"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Rational bubbles and fractiona...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
Time series analysis
11
Zeitreihenanalyse
11
Einheitswurzeltest
8
Großbritannien
8
Unit root test
8
United Kingdom
8
Estimation theory
6
Schätztheorie
6
Structural break
5
Strukturbruch
5
Statistical test
4
Statistischer Test
4
USA
4
United States
4
Estimation
3
Forecasting model
3
Mortality
3
Prognoseverfahren
3
Schätzung
3
Sterblichkeit
3
Vermögen
3
Wealth
3
Lebensversicherung
2
Life insurance
2
Portfolio selection
2
Portfolio-Management
2
Predictive regression
2
Regression analysis
2
Regressionsanalyse
2
Volatility
2
Volatilität
2
1948-1985
1
1948-1994
1
1949-1985
1
2014-2015
1
Altersgrenze
1
Altersvorsorge
1
Anleihe
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Conference paper
1
Konferenzbeitrag
1
Language
All
English
24
Author
All
Blake, David
Leybourne, Stephen James
Phillips, Peter C. B.
24
Taylor, Robert
22
Perron, Pierre
14
Gao, Jiti
11
McMillan, David G.
11
Ghysels, Eric
10
Lütkepohl, Helmut
10
Saikkonen, Pentti
10
Cavaliere, Giuseppe
9
Harvey, Andrew C.
9
Vogelsang, Timothy J.
9
Robinson, Peter M.
8
Harris, David
7
Harvey, David I.
7
Hong, Yongmiao
7
Horváth, Lajos
7
Johansen, Søren
7
Koop, Gary
7
Lobato, Ignacio N.
7
McCabe, Brendan Peter Martin
7
Su, Liangjun
7
Andrews, Donald W. K.
6
Chambers, Marcus J.
6
Chan, Ngai Hang
6
Franses, Philip Hans
6
Inoue, Atsushi
6
Li, Wai Keung
6
Lucas, André
6
Newbold, Paul
6
Nielsen, Morten Ørregaard
6
Shao, Xiaofeng
6
Speight, Alan E. H.
6
Sun, Yixiao
6
Westerlund, Joakim
6
Xiao, Zhijie
6
Breitung, Jörg
5
Brooks, Chris
5
Danbolt, Jo
5
more ...
less ...
Published in...
All
Applied financial economics
Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of risk and insurance : the journal of the American Risk and Insurance Association
Discussion paper / The Pensions Institute, Cass Business School, City University
33
Journal of econometrics
13
Discussion paper series / LSE Financial Markets Group
12
UBS paper
9
Discussion paper / the Pensions Institute, Birkbeck College, University of London
8
Oxford bulletin of economics and statistics
8
Economics letters
7
Applied economics
6
Journal of empirical finance
5
Econometric reviews
4
Economic research paper / Loughborough University, Department of Economics
4
Insurance / Mathematics & economics
4
The econometrics journal
4
An Elgar reference collection
3
Discussion paper / LSE Financial Markets Group
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The economic journal : the journal of the Royal Economic Society
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper in financial economics : FE
2
Economica
2
Economics discussion paper series / Loughborough University, Department of Economics
2
Frontiers in pension finance
2
Journal of time series econometrics
2
The international library of critical writings in econometrics
2
The journal of business : B
2
Working paper
2
CEPR Discussion Papers
1
CREDIT research paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers in economics / School of Economics
1
Economics bulletin : EB
1
European finance review : the official journal of the European Finance Association
1
International journal of forecasting
1
Journal of applied econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sign-based unit root tests for explosive financial
bubbles
in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
2
Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
4
,
pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
Saved in:
3
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
4
On the behavior of fixed-b trend break tests under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
29
(
2013
)
2
,
pp. 393-418
Persistent link: https://www.econbiz.de/10009760001
Saved in:
5
Testing for long memory
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
Saved in:
6
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
7
Testing for a unit root in the presence of a possible break in trend
Harris, David
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
Saved in:
8
Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis
Leybourne, Stephen James
;
Newbold, Paul
- In:
Econometric theory
16
(
2000
)
5
,
pp. 779-789
Persistent link: https://www.econbiz.de/10001533177
Saved in:
9
Panel stationarity tests for purchasing power parity with cross-sectional dependence
Harris, David
;
Leybourne, Stephen James
;
McCabe, …
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 395-409
Persistent link: https://www.econbiz.de/10003193432
Saved in:
10
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->